Anic Equity¶

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Total return since start: 0.593 %¶

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Equity now: -----------------------------> 48657.85 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46458.97 Kr¶

PnL: ---------------------------------------> -1763.28 Kr¶

DD now: ---------------------------------> -6.558 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 17:08:58.144264'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio¶

This Week¶

Return: 0.297 %¶

Total¶

Return: 59.153 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.370000 827.100000 129.100000 18.500000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
Tobii Dynavox 109 -0.760000 2769.150000 47.150000 1.730000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.600000 721.430000 35.430000 5.160000 686.000016
Vitec Software Group B 1 -0.850000 499.200000 14.200000 2.930000 485.000000
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Embracer Group B 14 -1.670000 698.530000 9.530000 1.380000 689.000004
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
SKF A 3 -2.980000 595.200000 2.200000 0.370000 593.000001
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF B 3 -3.270000 594.600000 -1.400000 -0.230000 596.000001
Addnode Group B 6 -1.600000 702.600000 -6.400000 -0.900000 709.000002
ASSA ABLOY B 2 -1.180000 504.600000 -9.400000 -1.830000 514.000000
Avanza Bank Holding 2 -2.540000 499.200000 -11.800000 -2.310000 511.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Husqvarna B 7 -2.650000 616.420000 -23.580000 -3.680000 639.999997
Loomis 6 -2.380000 2018.400000 -24.600000 -1.200000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Collector Bank 29 -5.340000 1203.500000 -30.500000 -2.470000 1233.999996
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.600000 575.500000 -31.500000 -5.190000 607.000000
Arion Banki SDB 61 -1.640000 658.800000 -38.200000 -5.480000 697.000030
Swedbank A 3 -2.990000 579.300000 -38.700000 -6.260000 618.000000
Rejlers B 6 -3.030000 922.800000 -39.200000 -4.070000 961.999998
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Mips 1 -0.230000 482.500000 -46.500000 -8.790000 529.000000
Dustin Group 18 -4.380000 612.360000 -57.640000 -8.600000 669.999996
Viaplay Group B 4 -2.590000 976.800000 -60.200000 -5.810000 1037.000000
Nordea Bank Abp 30 -4.110000 3697.200000 -65.800000 -1.750000 3762.999990
AFRY 3 -2.300000 522.000000 -73.000000 -12.270000 594.999999
Fastighetsbolaget Emilshus B 23 14.840000 620.430000 -74.570000 -10.730000 694.999993
Beijer Alma B 9 -0.970000 1845.000000 -109.000000 -5.580000 1953.999999
RVRC Holding 17 -2.030000 556.580000 -126.420000 -18.510000 683.000007
Fasadgruppen Group 38 0.980000 3921.600000 -268.400000 -6.410000 4190.000004
Alimak Group 11 -0.470000 691.900000 -301.100000 -30.320000 992.999997
Camurus 16 -2.710000 3564.800000 -573.200000 -13.850000 4138.000000
TOTAL 46416.120000 -1806.130000 -6.63982% 48222.250041

Updated:¶

'2023-03-13 17:07:47.664307'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶